7.25% p.a. Multi Barrier Reverse Convertible
Carrefour, Danone, Nestlé, Unilever
Valor
128211305
SIX Symbol
NDERCH
ISIN
CH1282113054
Identifiers
128211305
CH1282113054
NDERCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.25% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
2 Years
06 Oct 2023
13 Oct 2023
13 Oct 2023
20 Oct 2023
20 Oct 2023
13 Oct 2025
20 Oct 2025
Barrier
59.00%
Continuous barrier observation (american)
13 Oct 2023 - 13 Oct 2025
No
29.36%
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
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EUR 15.51 EUR 9.15 29.36% EUR 15.51 -19.72%
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EUR 54.00 EUR 31.86 57.00% EUR 54.00 27.12%
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CHF 103.08 CHF 60.82 29.85% CHF 103.08 -18.89%
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EUR 45.38 EUR 26.77 51.34% EUR 45.38 17.52%
Coupons
Payment Date Amount
22 Jan 2024 1.813%
22 Apr 2024 1.813%
22 Jul 2024 1.813%
21 Oct 2024 1.813%
20 Jan 2025 1.813%
23 Apr 2025 1.813%
21 Jul 2025 1.813%
20 Oct 2025 1.813%
Early Redemption
Observation Date Redemption Amount
14 Oct 2024 100.00%
13 Jan 2025 100.00%
14 Apr 2025 100.00%
14 Jul 2025 100.00%
Carrefour
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Carrefour
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CA FP
EUR
EUR 15.5073
EUR 9.1493
29.3626%
EUR 15.5073
-19.7244%
Euronext Paris
Danone
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Danone
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BN FP
EUR
EUR 54.00
EUR 31.86
56.9982%
EUR 54.00
27.1157%
Euronext Paris
Nestlé
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Nestlé
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NESN SW
CHF
CHF 103.08
9.7012
CHF 60.8172
29.8533%
CHF 103.08
-18.8927%
SIX Swiss Exchange AG
Unilever
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Unilever
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UNA NA
EUR
EUR 45.38
EUR 26.7742
51.3373%
EUR 45.38
17.5209%
Euronext Amsterdam